不确定性、风险态度与内生权威Uncertainty, Risk Attitudes and Endogenous Authority
韩中元
摘要(Abstract)：
本文依循奈特有关不确定性和权威的思想，为内生权威问题提供了一个正式的模型。我们证明：团队成员间的风险态度差别越大，该团队就越可能形成等级制结构，其成员中的风险偏好者成为领导者，风险规避者成为追随者。团队成员间认知水平差别越大，该团队越可能形成等级制结构，其中认知水平高的成员成为领导者，认知水平低的成为追随者。
关键词(KeyWords)： 奈特意义的不确定性;风险态度;认知水平;内生权威
基金项目(Foundation):
作者(Author): 韩中元
DOI: 10.16513/j.cnki.cje.20220727.001
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- (1)这里的“领导者和追随者”不是概念术语意义的,而是用来定义等级制的,或作为等级制的构件。所以本文没有介绍关于领导者(Leadership)这一支文献。
- (2)详见本文第2节图1时间线。
- (3)关于企业性质问题,Coase(1937)认为Knight(1921)似乎没有说明价格机制被替代的原因。笔者的态度是,Coase(1937)和Knight(1921)的思想,实际上并不存在严重的分歧,应该努力使之融合。
- (4)这里的资产仅有符号意义,没有数值意义。
- (5)注意,这里参与人i仅仅关心与资产Ai相关的或然事件si的概率分布pi。
- (6)关于领导者和追随者的角色选择博弈,当扩展为多人情形时,就要利用老板函数或追随函数来描述。Shapley(1994)的手稿或 Hu(2000)的博士学位论文中定义了一个老板函数(boss function);Grabisch and Rusinowsk(2011)定义了一个追随者函数(follower function)。
- (7)这里借鉴了博弈论中最后通牒的思想。
- (8)该证明见Milgrom and Roberts(1992)第7章的数学附录。
- (9)以下计算的确定性等值实际为近似值,为简便,我们用的都是等号。所以,要注意,我们将得到的结论都是近似意义上的,并不具有数值上的精确性。以下不再一一说明强调。
- (10)这里,确定性等值的记号都是取在没有转移支付情形的数值,即w21=w12=0。下文如不加说明,都是如此。
- (11)命题4是在假设参与人风险中性这一较为特殊的情形下得到的。在参与人具有更一般的风险态度下,通过数值例子可以得到更一般的结果:当参与人风险态度相同时,给定风险规避系数,只要参与人的认知水平差异足够大,等级制就可能成为子博弈完美纳什均衡。特别地,如果参与人非常偏好风险,那么即使参与人没有认知水平差异,等级制也可以成为子博弈完美纳什均衡。为节省篇幅,数值例子略去。感兴趣的读者详见笔者学位论文《组织中的内生权威理论:一个经济学的初步探索》第八章。